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~subject:"Volatilität"
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Volatilität
Risk
60,687
Risiko
60,316
Theorie
44,111
Theory
43,618
Risikomanagement
43,028
Risk management
41,915
Simulation
22,469
Projektmanagement
19,987
Project management
18,934
Portfolio-Management
11,425
Portfolio selection
11,351
Risikomaß
8,402
Risk measure
8,316
Welt
7,334
Deutschland
7,307
World
7,232
Bauwirtschaft
6,861
Construction industry
6,455
Germany
6,424
Fuzzy sets
6,273
Fuzzy-Set-Theorie
6,188
Supply chain
5,895
Lieferkette
5,870
USA
5,824
United States
5,517
Schätzung
5,352
Estimation
5,252
Kreditrisiko
5,159
Bankrisiko
5,024
Credit risk
5,022
Bank risk
4,995
Volatility
4,703
risk
4,623
Kapitaleinkommen
4,550
Capital income
4,540
Entscheidung unter Unsicherheit
4,288
Decision under uncertainty
4,286
Finanzkrise
4,235
Financial crisis
4,199
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Undetermined
1,871
Free
1,780
CC license
161
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Article
2,950
Book / Working Paper
1,776
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Article in journal
2,808
Aufsatz in Zeitschrift
2,808
Graue Literatur
754
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754
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753
Arbeitspapier
713
Aufsatz im Buch
123
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123
Hochschulschrift
77
Thesis
54
Collection of articles of several authors
21
Sammelwerk
21
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20
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19
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19
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16
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16
Konferenzschrift
9
Systematic review
7
Übersichtsarbeit
7
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6
Bibliografie enthalten
4
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4
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3
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3
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English
4,647
German
69
French
7
Spanish
2
Undetermined
2
Dutch
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Author
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Gupta, Rangan
101
McAleer, Michael
52
Bouri, Elie
29
Bloom, Nicholas
28
Hammoudeh, Shawkat
28
Bekaert, Geert
25
Caporin, Massimiliano
22
Pierdzioch, Christian
22
Salisu, Afees A.
21
Ma, Feng
20
Chang, Chia-Lin
19
Demirer, Rıza
18
Mensi, Walid
18
Kang, Sang Hoon
17
Mumtaz, Haroon
17
Giglio, Stefano
16
Bollerslev, Tim
15
Christiansen, Charlotte
15
Fabozzi, Frank J.
15
Shaliastovich, Ivan
15
Tiwari, Aviral Kumar
15
Bartram, Söhnke M.
14
Kumar, Dilip
14
Stulz, René M.
14
Wohar, Mark E.
14
Allen, David E.
13
Brown, Gregory W.
13
Chiang, Thomas C.
13
Christoffersen, Peter F.
13
Daníelsson, Jón
13
Hoerova, Marie
13
Schlag, Christian
13
Andersen, Torben
12
Baker, Scott
12
Balcilar, Mehmet
12
Diebold, Francis X.
12
Härdle, Wolfgang
12
Ji, Qiang
12
Liu, Yang
12
Lustig, Hanno
12
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National Bureau of Economic Research
54
European Central Bank
3
Federal Reserve Bank of New York
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
3
HFDF <2, 1998, Zürich>
2
Institut für Schweizerisches Bankwesen <Zürich>
2
International Monetary Fund
2
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
2
Svenska Handelshögskolan <Helsinki>
2
University of Canterbury / Dept. of Economics and Finance
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Birkbeck College / Department of Economics
1
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
1
Cornell University / Cornell Food and Nutrition Policy Program
1
European Stability Mechanism
1
Federal Reserve Bank of St. Louis
1
Federal Reserve System / Board of Governors
1
Goethe-Universität Frankfurt am Main
1
HFDF <1, 1995, Zürich>
1
Harvard Institute for International Development
1
Hong Kong Institute for Monetary and Financial Research
1
Institut für Betriebswirtschaftslehre <Augsburg> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Wirtschaftsinformatik <2>
1
Institut für Seeverkehrswirtschaft und Logistik
1
Instituto Valenciano de Investigaciones Económicas
1
Internationaler Währungsfonds / Research Department
1
Lehrstuhl für ABWL, Finanzierung und Bankbetriebslehre <Eichstätt-Ingolstadt>
1
Leibniz-Institut für Ost- und Südosteuropaforschung
1
Lunds Universitet / Nationalekonomiska Institutionen
1
Melbourne Business School
1
National Centre of Competence in Research North South <Bern>
1
Springer Fachmedien Wiesbaden
1
Technische Universität Dresden
1
Universität Mannheim
1
Universität Ulm
1
World Bank / International Economics Dept / Commodity Policy and Analysis Unit
1
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Finance research letters
158
Energy economics
122
International review of financial analysis
74
International review of economics & finance : IREF
71
The North American journal of economics and finance : a journal of financial economics studies
71
Applied economics
54
Economic modelling
54
NBER working paper series
54
NBER Working Paper
48
Working paper
47
Journal of banking & finance
46
Research in international business and finance
39
Journal of financial economics
38
Risks : open access journal
38
Journal of empirical finance
37
Journal of international financial markets, institutions & money
36
Journal of risk and financial management : JRFM
36
Working paper / National Bureau of Economic Research, Inc.
34
Department of Economics working paper series
32
Applied economics letters
31
Economics letters
30
Pacific-Basin finance journal
30
Journal of economic dynamics & control
28
Quantitative finance
27
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
26
Management science : journal of the Institute for Operations Research and the Management Sciences
25
The journal of futures markets
25
International journal of forecasting
24
Journal of international money and finance
24
Journal of risk
24
Discussion paper / Tinbergen Institute
23
International journal of theoretical and applied finance
23
CESifo working papers
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Computational economics
20
International journal of finance & economics : IJFE
20
Journal of econometrics
20
Journal of forecasting
19
The European journal of finance
19
Discussion paper / Centre for Economic Policy Research
18
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Source
All
ECONIS (ZBW)
4,659
EconStor
42
USB Cologne (EcoSocSci)
13
USB Cologne (business full texts)
9
OLC EcoSci
2
BASE
1
Showing
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1
The effectiveness of Value-at-
Risk
models in various volatility regimes
Schiffers, Aleksander
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012816709
Saved in:
2
Impact of value-at-
risk
models on market stability
Llacay, Bàrbara
;
Peffer, Gilbert
- In:
Journal of economic dynamics & control
82
(
2017
),
pp. 223-256
Persistent link: https://www.econbiz.de/10011915567
Saved in:
3
Modelling the spreading process of extreme risks via a simple agent-based model : evidence from the China stock market
Ji, Jingru
;
Wang, Donghua
;
Xu, Dinghai
-
2018
Persistent link: https://www.econbiz.de/10011900811
Saved in:
4
Modelling the spreading process of extreme risks via a simple agent-based model : evidence from the China stock market
Ji, Jingru
;
Wang, Donghua
;
Xu, Dinghai
- In:
Economic modelling
80
(
2019
),
pp. 383-391
Persistent link: https://www.econbiz.de/10012200735
Saved in:
5
An evaluation and comparison of Value at
Risk
and Expected Shortfall
Burdorf, Tom
;
Van Vuuren, Gary
- In:
Investment management and financial innovations
15
(
2018
)
4
,
pp. 17-34
Persistent link: https://www.econbiz.de/10012055643
Saved in:
6
Does
risk
culture affect banks' volatility? : the case of the G-SIBs
Coluccia, Daniela
;
Fontana, Stefano
;
Graziano, Elvira Anna
- In:
Corporate ownership & control : international …
15
(
2017/2018
)
1
,
pp. 33-43
Persistent link: https://www.econbiz.de/10011892948
Saved in:
7
Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR
Benito Muela, Sonia
- In:
Journal of contemporary management : JMC
4
(
2015
)
3
,
pp. 67-80
Persistent link: https://www.econbiz.de/10011392904
Saved in:
8
The relationship between conditional value at
risk
and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
9
Are value at
risk
and maximum drawdown different from volatility in stock market?
Kim, Soo-Hyun
- In:
The journal of applied business research
34
(
2018
)
2
,
pp. 217-222
Persistent link: https://www.econbiz.de/10011868772
Saved in:
10
Overnight news and daily equity trading
risk
limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
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